My friend and I have decided that we want to try skydiving some time within the next couple months, and it would be our first time. Is it true that you have to jump with an instructor on your first jump? How much 'training'/preperation is involved before you can jump first, and do you get a "skydiving license" or something? Also, we live in Madison, WI....are there any particular skydiving companies we should look into?